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Volumn 44, Issue 3, 1996, Pages 629-639

Iterative and recursive estimators for hidden Markov errors-in-variables models

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMIC SHOCK ERROR MODEL; EXPECTATION MAXIMIZATION ALGORITHM; MAXIMUM LIKELIHOOD ESTIMATION; RECURSIVE ESTIMATORS; STOCHASTIC APPROXIMATIONS;

EID: 0030107917     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.489036     Document Type: Article
Times cited : (18)

References (15)
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  • 4
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  • 5
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  • 6
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    • Maximum likelihood from incomplete data via the EM algorithm
    • A. P. Dempster, N. M. Laird, and D. B. Rubin, "Maximum likelihood from incomplete data via the EM algorithm," J. Royal Stat. Soc., Ser. 39, vol. 6, pp. 1-38, 1977.
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    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 8
    • 0027797470 scopus 로고
    • On-line estimation of hidden Markov parameters based on the Kullback-Leibler information measure
    • Aug.
    • V. Krishnamurthy and J. B. Moore, "On-line estimation of hidden Markov parameters based on the Kullback-Leibler information measure," IEEE Trans. Signal Processing, vol. 41, no. 8, pp. 2557-2573. Aug. 1993.
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  • 9
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    • Iterative and sequential algorithms for multisensor signal enhancement
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    • Space-alternative generalized expectation - Maximization algorithm
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  • 14
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  • 15
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.